If You Are Doing Custom Build Then NO .....If You Are getting A Branded Build CPU From Any Brand Then Yes
In 2nd Case Contact Saudi Airline And Make Sure They Accept It As I Guess Equipment Like CPU Are Highly Doubtful Item And Cannot Be Allowed In Cabin Baggae Unless Its Checked By Officials.... Get It Confirmed But Its Highly Risky To Bring A Fully Build PC With Case ... They Just Can Simply Refuse To Take It And Ask To Get Rid Of It